-3.6%
DDOG vs MTZ
+89.4%
-93.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.2% |
| 7D | +2.9% | +5.0% | -2.1% | +1.2% |
| 30D | -31.6% | -6.0% | -25.6% | -30.6% |
| 3M | -27.0% | -36.1% | +9.1% | -17.7% |
| 6M | -10.3% | -56.9% | +46.6% | +11.2% |
| YTD | +35.4% | -15.9% | +51.3% | +29.0% |
| 1Y | -1.0% | -3.8% | +2.9% | -10.5% |
| 3Y | +76.7% | +272.3% | -195.6% | -12.7% |
| All | -3.6% | +89.4% | -93.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling